+1,072.7%
FTI vs INDA
+4.5%
+1,068.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.2% |
| 7D | -5.6% | -3.6% | -2.0% | -3.4% |
| 30D | +0.4% | -4.0% | +4.4% | +2.9% |
| 3M | +8.1% | +1.7% | +6.4% | +6.5% |
| 6M | +16.7% | -3.6% | +20.3% | +18.5% |
| YTD | +70.0% | -11.0% | +81.0% | +82.7% |
| 1Y | +85.4% | -9.5% | +94.9% | +96.4% |
| 3Y | +265.9% | +7.6% | +258.3% | +230.2% |
| 5Y | +1,072.7% | +4.8% | +1,068.0% | +1,002.8% |
| All | +1,072.7% | +4.5% | +1,068.3% | +1,002.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded INDA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling